+66.6%
CSCO vs U
-3.2%
+69.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | -0.5% | +4.5% | -5.0% | -0.6% |
| 30D | -10.1% | -0.6% | -9.5% | -10.1% |
| 3M | -11.7% | +48.4% | -60.2% | -13.0% |
| 6M | +40.1% | +115.4% | -75.3% | +36.7% |
| YTD | +43.8% | -3.2% | +47.0% | +42.9% |
| 1Y | +66.6% | -6.0% | +72.7% | +63.5% |
| All | +66.6% | -3.2% | +69.8% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling